There is no sub-dimension, the city was said to be in the '
stomach' of the God of Knowledge & Wisdom, who was said to have
this size.
He in turn is inside his
own Divine Kingdom, a Divine Kingdom is a domain that is a manifestation of the Authorities of a True God, while the Astral World itself is made up of those same Authorities.
Divine Kingdoms have already shown the ability to have things that look like
matter & physical objects.
The mountains and the city served as a seal for a Uniqueness (not many details needed for this, think of it as a dangerous object), both the mountains and the city were never said to exist in reality, it was constructed to
act as a seal for this object by the God of Knowledge & Wisdom, with the residents of this city being criminals caught and sentenced by the Church of the God of Knowledge & Wisdom.
From all of that, there shouldn't be an issue with the City of Exiles Morora being seen as physical.
The issue super_nova has would be that when prisoners are taken to Morora there is no narrated ontological change for them, and the way for them to ascend is by walking through the
oesophagus of the God of Knowledge & Wisdom, which is connected to reality by a
door.
However, a 'door' in this verse works very differently than a normal door, we've already seen doors that
connect to the Astral World or prevent
access to it, so another door doing this shouldn't be an issue.
For the characters not having a narrated change, it was for the plot, the location of Morora was kept a secret back when the prisoners were transported to it, later on when the secret was revealed all we learnt was
this, And later there was no more entering & exiting Morora.